+36.0%
TSM vs FXI
-10.5%
+46.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.5% | -4.7% |
| 7D | -10.0% | +6.6% | -16.5% | -13.6% |
| 30D | -18.5% | +2.2% | -20.7% | -19.6% |
| 3M | -4.9% | -4.7% | -0.1% | -1.4% |
| 6M | -1.0% | -4.7% | +3.7% | +2.9% |
| YTD | +31.3% | -9.0% | +40.2% | +41.8% |
| 1Y | +36.0% | -10.5% | +46.5% | +47.3% |
| All | +36.0% | -10.5% | +46.6% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling